CLibSVR Class Reference

Detailed Description

Class LibSVR, performs support vector regression using LibSVM.

The SVR solution can be expressed as

where and are determined in training, i.e. using a pre-specified kernel, a given tube-epsilon for the epsilon insensitive loss, the follwoing quadratic problem is minimized (using sequential minimal decomposition (SMO))

Note that the SV regression problem is reduced to the standard SV classification problem by introducing artificial labels which leads to the epsilon insensitive loss constraints *